When you are certain that your DLLs for your reference are installed (because, perhaps, you properly used REGSVR32.EXE) but they still show up as "MISSING..." in Project > References... list, try editing the .VBP file associated with the project.

Close the project (to be safe, close Visual Basic). Open the .VBP file in a text editor. Remove the lines that begin with "Reference=*..." referring to the missing References. Reopen the project file in Visual Basic. Choose Project > References... to select the components that you know are installed.

As of this writing, Microsoft has a complete discussion of this issue at the following URI:

http://msdn.microsoft.com/
    library/devprods/vs6/vb/html/
        vbconfixingmissingreferences.htm